JVC ear buds work great. I do wear them with a helmet tho, so not sure how they'll work without one.

 

I have a pair of Klipsch earbuds ("S2" model) and they not only sound great with a half-helmet without having to blow out your eardrums, but cut out most of the wind noise at the same time.

Only reason I've stopped wearing them is because the new bike has speakers.

 

You mold these yourself, 44$, very little wind noise and VERY comfortable. Just follow the directions and it is easy. I was looking all over the web and there is just crap out there or WAY too expensive. If there is a better option for the price, I don't know about it.

http://www.earfuze.com/index.html

 

I tried my apple buds but thought I got too much wind noise so got these now. As they clip over they don't fall out and covers the ear to keep the wind out :-)

KOSS KSC75

 

A review of over 130 in ear monitors.
http://www.head-fi.org/forum/thread/...01-added-01-17